☆26Jul 20, 2018Updated 7 years ago
Alternatives and similar repositories for continuous_time_methods
Users that are interested in continuous_time_methods are comparing it to the libraries listed below
Sorting:
- Code and algorithms for "Equilibrium Technology Diffusion, Trade, and Growth"☆18Dec 28, 2020Updated 5 years ago
- Solve non-linear HJB equations.☆137Mar 10, 2026Updated last week
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 11 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆12Sep 20, 2020Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Demonstrations of how to use material in the Econ-ARK☆38Mar 12, 2026Updated last week
- A Julia package for solving heterogenous-agent economic models using reinforcement learning☆19Jul 28, 2022Updated 3 years ago
- Heterogenous Agents Resources & toolKit☆377Updated this week
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆15Jun 1, 2021Updated 4 years ago
- A solver for Linear Rational Expectation Models☆11Apr 30, 2024Updated last year
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆13May 8, 2024Updated last year
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated last week
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆39Nov 25, 2018Updated 7 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆60Oct 17, 2018Updated 7 years ago
- ☆34Jun 13, 2024Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- ☆109Nov 8, 2017Updated 8 years ago
- ☆97May 24, 2024Updated last year
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆46Sep 26, 2023Updated 2 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Summer School on Deep Learning in Economics and Finance☆46Aug 27, 2025Updated 6 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- A machine learning library for economics and finance☆10Feb 28, 2024Updated 2 years ago
- ☆48May 31, 2020Updated 5 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆27Aug 25, 2022Updated 3 years ago
- website for numerical methods course☆82Feb 4, 2026Updated last month
- Programs for Optimal Transport Methods in Economics☆36Nov 24, 2019Updated 6 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Dec 27, 2019Updated 6 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆22Jul 30, 2024Updated last year
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago